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Latest revision as of 08:53, 2 July 2024

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QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach
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    QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach (English)
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    15 January 2010
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    The aim of the paper is to show how some results of the second author can be achieved in a reproducing kernel Hilbert space setting. In particular, the authors consider numerical integration in a weighted Sobolev spaces and prove results about the worst-case error. Also they provide exact formulae and bounds for the integration errors, and present some numerical results for the test problems.
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    quasi-Monte Carlo (QMC) method
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    numerical integration
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    digital nets
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    reproducing kernel Hilbert spaces
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    weighted Sobolev spaces
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    worst-case error
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    numerical results
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